Least Squares Fuzzy One-class Support Vector Machine for Imbalanced Data
Jingjing Zhang, Kuaini Wang, Wenxin Zhu, Ping Zhong · International Journal of Signal Processing Image Processing and Pattern Recognition · 2015
Based on fuzzy one-class support vector machine (SVM) and least squares (LS) oneclass SVM, we propose an LS fuzzy one-class SVM to deal with the class imbalanced problem.The LS fuzzy one-class SVM applies a fuzzy membership to each sample and attempts to solve the modified primal problem.Hence, we just need to solve a system of linear equations as opposed solving the quadratic programming problem (QPP) in fuzzy one-class SVM, which leads to an extremely simple and fast algorithm.Numerical experiments on several benchmark data sets demonstrate the feasibility and effectiveness of the proposed algorithm.